+302.2%
AEM vs CLX
-6.4%
+308.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.2% |
| 7D | -6.8% | +9.5% | -16.4% | -8.2% |
| 30D | +0.8% | +30.7% | -29.9% | -3.1% |
| 3M | -0.8% | +4.2% | -5.1% | -2.1% |
| 6M | -8.5% | +22.1% | -30.6% | -11.4% |
| YTD | +5.9% | +14.1% | -8.1% | +5.8% |
| 1Y | +6.6% | +10.3% | -3.7% | +6.6% |
| 3Y | +302.2% | -7.8% | +310.0% | +272.5% |
| All | +302.2% | -6.4% | +308.6% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling